SS wheels aren't necessarily heavier than their geared counterparts, although aaronf is on to something with his suggestion that SS wheels are built around strength.

A lot of it also has to do with the fact that SS cassette hubs and freewheels are fairly heavy components.

Also, not all SS wheels are built with straight gauge spokes, just the less expensive ones. If I wanted to spend the extra dollar per spoke I'd probably build double butted.

Solid axles are necessary in SS rear wheels because they're better suited to handling the drive/brake rigors of a single speed, especially when chain tension is achieved with a tensioner, but people use QR with chain tugs all the time. I personally don't think it's ideal since the actual QR shaft is substantially smaller in diameter than a 3/8ths axle. My buddies who run tug nuts on QR in an SS application are constantly readjusting.

There are solid to QR swap kits, but I'd weight the pros/cons before spending the money. I'd personally never run a SS rear wheel without a solid thru axle.